+938.6%
CSX vs AWK
+969.7%
-31.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -4.1% |
| 30D | -3.1% | +5.6% | -8.7% | -5.4% |
| 3M | +7.2% | +15.9% | -8.7% | +0.2% |
| 6M | +16.2% | +4.6% | +11.6% | +13.2% |
| YTD | +37.5% | +10.1% | +27.5% | +30.7% |
| 1Y | +53.2% | +2.1% | +51.1% | +49.9% |
| 3Y | +68.2% | +9.8% | +58.4% | +54.9% |
| 5Y | +65.2% | -15.4% | +80.6% | +70.1% |
| 10Y | +504.1% | +129.4% | +374.7% | +267.3% |
| All | +938.6% | +969.7% | -31.0% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling